Obviously you've been lucky-CRTs are known to be lethal under the wrong cirumstances. I would always discharge it before handling it (use a grounded screwdriver and touch it against the CRT).
I have yet to hear of a single case of someone being electrocuted by the EHT in a small CRT monitor. Note that this is NOT an excuse to be careless, you *can* get hurt, but the biggest risk is tearing your hand open or falling and cracking your head on something when you jump back. *ALWAYS* discharge the CRT with a grounded screwdriver or probe, and attach a cliplead between the anode contact and the ground strap around the tube while you work on it as a small charge will often build back up from other charged parts of the tube. Again this residual charge will probably not hurt you, but if you get zapped and drop the tube on the floor, the resulting implosion might. Many people focus on the EHT for the CRT, not even realizing that the big electrolytic bulk filter(s) in the power supply pack a far more lethal punch despite being "only" a few hundred Volts. Use common sense and caution, but don't fear it. You are not going to have a giant lightning bolt jump out and strike you dead just by resoldering the flyback or yoke connector pins.
There aren't any filter capacitors between the AC mains and the ground as these are Y2 EMI/RFI filter capacitors while the Mac Plus only has 3x X2 filter caps who sit between the mains near the power switch. However since these are behind a fast 1.5A blowfuse, it's unlikely they trip a standard RCB.
The fuse makes no difference in regards to the GFCI(USA)/RCD(UK, etc). You don't need an overload to trip these, just a small amount of leakage to ground/earth. In fact you can bridge neutral to ground and it will instantly trip the GFCI despite that there will be no sparks. If you have a capacitor between live and ground or neutral and ground, and that capacitor is just a hair too leaky (electrically speaking) and/or your GFCI is a tad too sensitive then you may trip it. A sure test of this as mentioned earlier is to temporarily isolate the ground/earth pin on the power cord and see if it still trips. You can also perform a leakage test by setting a multimeter to measure AC milliamps and connect it between the (now isolated) ground connection on the computer and a good ground connection in the power socket. Most GFCI breakers are designed to trip when leakage exceeds 5mA.